His only known biography is the one by Dbon stod Mkhyen rab, which hasn't been found. Georges Dreyfuss, Where do Commentarial Schools Come from? Journal of the International Association of Buddhist Studies, vol. 28, no. 2 (2005), pp. 273-298, at pp. 289 ff.
For a collection of his miscellaneous writings, see Kun gzigs ma hā paṇḍi ta rje bla ma gzhan phan chos kyi snang ba'i gsung thor bu las zhal gdams 'bel gtam gyi skor rnams
See the entry "Khenpo Shenga" at http://www.rigpawiki.org, which includes a painting and a photograph.
Bibliography:
Dbu ma la 'jug pa zhes bya ba'i mchan 'grel (Simtoka 1976).
Dbu ma rtsa ba'i tshig le'ur byas pa shes rab ces bya ba'i mchan 'grel (Nepal 1976).